Frequency Domain Repercussions of Instantaneous Granger Causality

Baccala, Luiz A.; Sameshima, Koichi

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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

Frequency Domain Repercussions of Instantaneous Granger Causality

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Author(s):	Baccala, Luiz A. ^[1] ; Sameshima, Koichi ^[2] Total Authors: 2
Affiliation:	^[1] Univ Sao Paulo, Dept Telecomun & Controle, Escola Politecn, BR-05508900 Sao Paulo - Brazil ^[2] Univ Sao Paulo, Dept Radiol & Oncol, Fac Med, BR-01246903 Sao Paulo - Brazil Total Affiliations: 2
Document type:	Journal article
Source:	Entropy; v. 23, n. 8 AUG 2021.
Web of Science Citations:	0
Abstract
Using directed transfer function (DTF) and partial directed coherence (PDC) in the information version, this paper extends the theoretical framework to incorporate the instantaneous Granger causality (iGC) frequency domain description into a single unified perspective. We show that standard vector autoregressive models allow portraying iGC's repercussions associated with Granger connectivity, where interactions mediated without delay between time series can be easily detected. (AU)

FAPESP's process:	17/12943-8 - Inhibitory deficit as a marker of neuroplasticity in rehabilitation
Grantee:	Felipe Fregni
Support Opportunities:	Research Projects - SPEC Program

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